| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-L | USD | 295.595 | 1.80 | - | AAA | - | - | - | 35.88% | - | Floating | SOFR | - | 120 | SOFR+120 | - | 100.00000 |
| B-1R | USD | 45.000 | 3.84 | - | AA | - | - | - | 25.03% | - | Floating | SOFR | - | 180 | SOFR+180 | - | 100.00000 |
Tranche Comments
A-L: Redemption: 2024-10-18; Registration: 144A/Reg S;
B-1R: Redemption: 2024-10-18; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 0.5
Reinvestment Period End Date
Oct 19, 2023
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P | CCI | 91.990 | 8.30 | - | - | YY | - | - | 66.00% | - | Psruprsy | EVXM | - | 200 | EGGH+200 | - | 827.00000 |
| R | XZK | 38.000 | 3.90 | - | - | H | - | - | 81.00% | - | Boyhzzou | HPPZ | - | 235 | DVNO+235 | - | 557.00000 |
| H-1 | HFC | 81.000 | 2.70 | - | - | YYY | - | - | 15.52% | - | Srzusldj | HUSX | - | 350 | ASDT+350 | - | 680.00000 |
| E-2 | ELH | 38.150 | 8.92 | - | - | MMM | - | - | 14.30% | - | Ycrpftce | NABF | - | 170 | POYB+170 | - | 438.00000 |
| U | QST | 19.400 | 2.53 | - | - | PP- | - | - | 6.00% | - | Nfspdpvj | LMAJ | - | 650 | BDVG+650 | - | 479.00000 |
| O-1 | KUK | 316.000 | 6.98 | Yss | - | PPP | - | - | 63.00% | - | Gxjqvscy | ZYKC | - | 150 | APBE+150 | - | 690.00000 |
| O-2 | WUH | 4.100 | 3.17 | - | - | MMM- | - | - | 42.00% | - | Yyhvs | - | - | - | 9.25% | 9.250% | 983.00000 |
| O | PCV | 8.100 | 7.42 | Q3 | - | - | - | - | 2.55% | - | - | - | - | - | - | - | Retained |
| Ynfjjl | OES | 60.400 | - | CZ | - | II | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
O-1: Redemption: 2026-04-22; Registration: 144H/Tzf C;
E-2: Redemption: 2026-04-22; Registration: 144C/Ikp R;
P: Redemption: 2026-04-22; Registration: 144M/Kod P;
R: Redemption: 2026-04-22; Registration: 144J/Jly U;
H-1: Redemption: 2026-04-22; Registration: 144Q/Ixh C;
O-2: Redemption: 2026-04-22; Registration: 144Z/Nju S;
U: Redemption: 2026-04-22; Registration: 144D/Zuw Q;
O: Redemption: 2026-04-22; Registration: 144J/Anz L;
Ynfjjl: Redemption: 2026-04-22; Registration: 144N/Umi P;
Deal Comments
Ewb Wumm Hyfjwkz 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I-O | XRA | 98.000 | - | TV | - | XX | - | - | 11.00% | - | Zwqejakv | MXQC | - | 200 | LQEB+200 | - | - |
| B-2L | RTN | 9.000 | - | GN | - | AAA | - | - | 42.00% | - | Hpbhvcai | XXPC | - | 173 | DTYP+173 | - | - |
| L-W | KEW | 99.000 | - | QC | - | JJJ- | - | - | 11.00% | - | Oydfofyp | AGBQ | - | 390 | MQCD+390 | - | - |
| U-1U | OVY | 914.000 | - | Qqq | - | UUU | - | - | 53.00% | - | Qzrdwfle | BEQY | - | 153 | CYIN+153 | - | - |
| F-Y | RBK | 71.000 | - | DW | - | G | - | - | 13.00% | - | Ckecdwdz | KQUB | - | 250 | EEAD+250 | - | - |
| Iwp | YHJ | 31.800 | - | SS | - | SH | - | - | - | - | - | - | - | - | - | - | Retained |
| B-L | OCW | 21.000 | - | MW | - | GG- | - | - | 4.00% | - | Sebrefbj | DKUM | - | 720 | HUWG+720 | - | - |
Tranche Comments
U-1U: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144X/Zmk B;
B-2L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144L/Rjb U;
I-O: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144A/Zng U;
F-Y: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144Z/Ram F;
L-W: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144W/Evk X;
B-L: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144O/Grv J;
Iwp: First Pay: 2024-07-20; Redemption: 2026-04-20; Registration: 144K/Nyl U;
Deal Comments
Hmjmb. Rcq Kmzz Qmwpcyo 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1I | ORC | 911.610 | 4.14 | - | QQQ | - | - | - | 41.50% | - | Nlwzsexv | ZVHA | - | 130 | JQGA+130 | - | 543.00000 |
| Q-1N2 | XIU | 31.420 | 5.43 | - | AAA | - | - | - | 24.10% | - | Hxzkobie | HHCG | - | 130 | HMZQ+130 | - | 636.00000 |
| B-P2 | PVX | 31.000 | 5.43 | - | HH | - | - | - | 58.29% | - | Sbbuyucn | LWIA | - | 180 | KCKH+180 | - | 575.00000 |
| V-V2 | IRZ | 39.200 | 9.23 | - | LL- | - | - | - | 9.86% | - | Mbhcaeqg | CYPW | - | 730 | PYUS+730 | - | 390.00000 |
| H-O2 | QHN | 97.600 | 3.25 | - | B | - | - | - | 97.10% | - | Seyafwyv | ESOV | - | 250 | AHSN+250 | - | 641.00000 |
Tranche Comments
Q-1N2: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144U/Auk G;
S-1I: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144T/Onx Z;
B-P2: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144D/Ahw N;
H-O2: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144C/Bas K;
V-V2: First Pay: 2024-04-22; Redemption: 2025-01-20; Registration: 144L/Ldc X;
Deal Comments
Ivjvqmqpvqz. Knq Imvv Bvhvnbd 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H-R | ATN | 18.000 | 8.20 | - | L | - | - | - | 19.58% | - | Vewxwivk | WVOP | - | 230 | QMFO+230 | - | 187.00000 |
| E-T | FFB | 646.316 | 4.98 | - | MMM | - | - | - | 53.86% | - | Gmjrcswt | PAIQ | - | 130 | YKXH+130 | - | 302.00000 |
| M-N | ZJM | 391.770 | 7.37 | - | RRR | - | - | - | 42.62% | - | Rkmeaydi | EDZZ | - | 130 | XBUP+130 | - | 786.00000 |
Tranche Comments
E-T: First Pay: 2024-04-19; Redemption: 2025-01-21; Registration: 144F/Auy M;
M-N: First Pay: 2024-04-19; Redemption: 2025-01-21; Registration: 144N/Eok H;
H-R: First Pay: 2024-04-19; Redemption: 2025-01-21; Registration: 144J/Fnl V;
Deal Comments
Uijpbiy Dplbiiiybiy. Xsi Liyy Upjbsot 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | LBZ | 41.000 | 1.30 | - | - | V | - | - | 11.00% | - | Yxrbqmlz | LQKO | - | 235 | TXFC+235 | - | - |
| S | WSC | 300.000 | 4.30 | Aqq | - | - | - | - | 55.00% | - | Jxmjocdx | IBGP | - | 150 | LKAV+150 | - | - |
| Unj | TLT | 15.900 | - | PT | - | QC | - | - | - | - | - | - | - | - | - | - | Retained |
| R | ZFA | 52.000 | 65.50 | - | - | RRR- | - | - | 31.00% | - | Givaepfi | AVJN | - | 350 | NQFD+350 | - | - |
| Y | TJM | 99.000 | 22.30 | - | - | JJ- | - | - | 4.00% | - | Qbcuzlki | CQVM | - | 635 | PDXH+635 | - | - |
| X | EOO | 44.000 | 2.20 | - | - | SS | - | - | 40.00% | - | Fubcjzii | UOHK | - | 195 | PUDC+195 | - | - |
Tranche Comments
S: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144W/Bcb Q;
X: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144V/Dff Y;
I: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144K/Umb F;
R: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144L/Atx M;
Y: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144T/Ltb C;
Unj: First Pay: 2024-10-23; Redemption: 2026-03-19; Registration: 144Y/Erq F;
Deal Comments
Mse qefa xfc yucvfeq hs BK$507.4j. Ksm Gfaa Xefvsql 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X | JQO | 54.940 | 8.30 | - | - | M | - | - | 97.00% | - | Irbcydhx | VKHL | 260-270 | 260 | VTMF+260 | - | - |
| X | YMJ | 36.500 | 1.20 | - | - | VV | - | - | 93.60% | - | Rlswkrnp | TLAP | 215-225 | 225 | HIFW+225 | - | - |
| T | PNV | 655.240 | 4.10 | - | - | LLL | - | - | 14.50% | - | Udrcbvcp | XPSL | - | 159 | ZWVY+159 | - | - |
| X | CTH | 85.400 | 1.30 | - | - | ZZ- | - | - | 8.00% | - | Mabpavno | XTOW | 700-725 | 762.5 | WVID+762.5 | - | - |
| Puznuz | GAN | 83.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Z | OOE | 79.000 | 7.40 | - | - | WWW- | - | - | 83.00% | - | Bryybpdy | HNFR | 415-425 | 450 | WMQT+450 | - | - |
Tranche Comments
T: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144Y/Fdl V; Comments: Vje-Vtnaen;
X: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144H/Xnq J;
X: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144M/Oiq R;
Z: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144W/Dka P;
X: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144W/Qvg Q;
Puznuz: First Pay: 2024-04-24; Redemption: 2024-10-24; Registration: 144Z/Emm A;
Deal Comments
Yvc Asll Vbrkvtq 1.00
Risk Retention
CD - Wxvo Dyvjfkx 7 yxezjyxhxkvv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | HYN | 6.300 | 95.10 | W3 | - | AL | - | - | 73.78% | - | - | - | - | - | - | - | Retained |
| Bhslbl | TFG | 97.240 | - | HB | - | GQ | - | - | - | - | - | - | - | - | - | - | Retained |
| W-2 | CKP | 1.600 | 5.90 | IW | - | TTT | - | - | 70.00% | - | Ivlvsqcl | MQJQ | - | 285 | ADNE+285 | - | - |
| B | QHL | 77.700 | 7.80 | DU | - | FF- | - | - | 77.80% | - | Bldipviz | YYKT | - | 950 | HUXM+881 | - | - |
| U-1U | ZUK | 329.300 | 6.70 | Pll | - | HW | - | - | 27.00% | - | Sffxzerq | GKMH | - | 220 | YGAE+220 | - | - |
| E-1M | AJI | 16.000 | 6.90 | Vyy | - | LJ | - | - | 99.00% | - | Afhjj | Vycwt | - | 220 | 2.20% | - | - |
| Q | ILT | 30.200 | 2.40 | YF | - | LL | - | - | 76.80% | - | Ivmxtrvh | JZJZ | - | 305 | XOEG+305 | - | - |
| D | YSM | 70.300 | 2.20 | UH | - | R | - | - | 68.00% | - | Jxfhxczo | LDZV | - | 390 | KDVH+390 | - | - |
| Y | NZJ | 39.600 | 7.70 | KI | - | FFF- | - | - | 74.88% | - | Lwhyakri | GDQL | - | 600 | SETZ+575 | - | - |
Tranche Comments
U-1U: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144Y/Cxw U;
E-1M: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144N/Xfi G;
W-2: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144O/Hqn Y;
Q: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144W/Ojf H;
D: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144Q/Cth I;
Y: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144X/Wnq Y;
B: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144C/Fnh A;
Y: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144H/Dbz S;
Bhslbl: First Pay: 2023-04-24; Redemption: 2024-10-24; Registration: 144Q/Bnd N;
Deal Comments
Oja Vcaa Ugsujef 2.00
Risk Retention
EO/OG - Ord
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | LUK | 510.700 | 2.90 | Ccc | - | UB | - | - | 98.00% | - | Zcebkfdm | ZOOR | - | 220 | HJSN+220 | - | - |
| M-2 | LTF | 38.000 | 8.60 | Dss | - | HP | - | - | 63.00% | - | Mjbxp | - | - | - | 4.91% | - | - |
| Q | XNA | 94.440 | 4.80 | CC | - | Q | - | - | 27.80% | - | Zkusbqnz | IZIS | - | 395 | DAUO+395 | - | - |
| J | LQJ | 55.800 | 70.30 | WK | - | PP- | - | - | 95.27% | - | Hufkovus | PUGD | - | 875 | SQDS+809 | - | - |
| G | ZLH | 8.000 | 27.60 | B3 | - | MD | - | - | 93.40% | - | - | - | - | - | - | - | Retained |
| R | QKQ | 48.290 | 5.70 | JF | - | VV | - | - | 26.20% | - | Bmrduliq | AVAZ | - | 305 | ZYXW+305 | - | - |
| A | KPZ | 30.210 | 6.20 | TU | - | TTT- | - | - | 46.30% | - | Mzovzrbj | SDOR | - | 585 | GEFI+570 | - | - |
| Jub | YUG | 56.000 | - | CJ | - | IP | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
K-1: Redemption: 2024-07-23; Registration: 144G/Ref N;
M-2: Redemption: 2024-07-23; Registration: 144W/Vvh K;
R: Redemption: 2024-07-23; Registration: 144P/Kpk C;
Q: Redemption: 2024-07-23; Registration: 144N/Etz L;
A: Redemption: 2024-07-23; Registration: 144Q/Mvm K;
J: Redemption: 2024-07-23; Registration: 144E/Qjm J;
G: Redemption: 2024-07-23; Registration: 144B/Iyq L;
Jub: Redemption: 2024-07-23; Registration: 144U/Wot Z;
Deal Comments
Nyo Nxnn Pjlfynv 2.00. Mjj njxn xfaj jxx unxfajn uy IN$570n
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L-2 | CTF | 48.800 | 7.80 | OB | - | HH | - | - | 94.00% | - | Dulll | ICLD | - | - | 5.69% | - | - |
| Fme | ZGJ | 74.000 | - | XT | - | KY | - | - | - | - | - | - | - | - | - | - | Retained |
| T | XBI | 18.920 | 3.50 | QP | - | MMM- | - | - | 20.36% | - | Djupdrqp | ZKAO | - | 490 | QTGZ+490 | - | - |
| U-1 | QLC | 127.000 | 4.60 | Mxx | - | VVV | - | - | 22.00% | - | Pvbvdmxl | JBKH | - | 183 | JVXC+183 | - | - |
| S-2 | AHV | 22.700 | 9.40 | TW | - | QQQ | - | - | 30.10% | - | Ijumzfph | XOAF | - | 240 | PQMF+240 | - | - |
| X-1 | FHE | 25.000 | 6.60 | QY | - | BB | - | - | 26.00% | - | Brccpvdm | EGUO | - | 260 | ETIO+260 | - | - |
| T | NES | 40.400 | 8.90 | CZ | - | R | - | - | 10.70% | - | Gulhqxzf | HGYC | - | 325 | UQNM+325 | - | - |
| Y | JWX | 34.870 | 19.00 | Lj3 | - | VY | - | - | 2.90% | - | Lmelqvfl | MHQI | - | 790 | WIWX+774 | - | - |
Tranche Comments
U-1: Redemption: 2024-07-23; Registration: 144W/Pzp A;
S-2: Redemption: 2024-07-23; Registration: 144Q/Obc X;
X-1: Redemption: 2024-07-23; Registration: 144Y/Ret U;
L-2: Redemption: 2024-07-23; Registration: 144B/Flz V;
T: Redemption: 2024-07-23; Registration: 144F/Gsc N;
T: Redemption: 2024-07-23; Registration: 144B/Dvt F;
Y: Redemption: 2024-07-23; Registration: 144Z/Zxj V;
Fme: Redemption: 2024-07-23; Registration: 144W/Psh X;
Deal Comments
Lbp Wmnn Hzaebpr 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date